No. Current and Voltage are two different things. Related perhaps, but different.
The solenoid needs a certain amount of current flowing through it for it to activate. The properties of your particular solenoid means that, in order for 30 mA to flow, you must supply 9 volts to its terminals. Connecting 5 volts will not help.
You can also use a constant current source instead of a voltage source. It is simply a circuit that makes sure that 30 mA of current flows, no matter what (up to practical limits set by the designer). If you use such a current source on your solenoid, your current source will quickly find the right voltage so that 30 mA flows, and this will be 9 volts.
You can design a circuit that converts your 5 volt output to a 9 volt output. Then it is useful to know the "wattage" of the supply, because it must still be able to drive the solenoid.